Title :
Asymptotic behavior of nonlinear filters
Author :
Blankenship, G.L. ; Hopkins, W.E. ; Marcus, S.I.
Author_Institution :
University of Maryland, College Park, Maryland
Abstract :
Since H. Kunita\´s 1971 paper "Asymptotic Behavior of the Nonlinear Filtering Errors of Markov Processes" (J. Multivariate Analysis), the subject of optimal "steady state" estimators for nonlinear diffusions has received little attention. We report on some preliminary results on this class of problems, including an examination of the asymptotic properties of solutions of the Duncan-Mortonsen-Zakai Equation.
Keywords :
Educational institutions; Filtering; Markov processes; Nonlinear equations; Nonlinear filters; State estimation; Steady-state;
Conference_Titel :
Decision and Control including the Symposium on Adaptive Processes, 1981 20th IEEE Conference on
Conference_Location :
San Diego, CA, USA
DOI :
10.1109/CDC.1981.269451
